0.60Open0.45Pre Close31 Volume221 Open Interest8.50Strike Price2.64KTurnover4264.65%IV0.26%PremiumAug 9, 2024Expiry Date0.86Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.5197Delta0.1256Gamma4.24Leverage Ratio-18.7346Theta0.0000Rho-2.21Eff Leverage0.0003Vega